scientific article; zbMATH DE number 877663

MaRDI QIDQ4877356zbMATH OpenFDO

Authors Robert J. Elliott, John Moore

Publication date 16 July 1996

zbMATH Keywords

ARMAX-modelexplicit recursive formulalinear signal, linear observations modelreference probability methodunnormalized conditional distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Recommendations

• scientific article; zbMATH DE number 949732
• Parameter estimation for partially observed linear stochastic system
• Estimation of parameters of linear dynamic systems with uncertain observations
• scientific article; zbMATH DE number 1971726
• State Estimation and Control of Conditionally Linear Systems

Cited in

(6)

• State estimation for linear time-varying observation systems
• State estimation for a dynamical system described by a linear equation with unknown parameters
• Estimation of random states in general linear models
• Conditional entropy theorem for recursive parameter estimation and its application to state estimation problems
• scientific article; zbMATH DE number 851959 (Why is no real title available?)
• Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4877356)